Effective risk communication is an integral part of responding to terrorism, but until recently, there has been very little pre-event communication in a European context to provide advice to the public on how to protect themselves during an attack. Following terrorist attacks involving mass shootings in Paris, France, in November 2015, the U.K. National Police Chiefs’ Council released a Stay Safe film and leaflet that advises the public to “run,” “hide,” and “tell” in the event of a firearms or weapons attack. However, other countries, including Denmark, do not provide preparedness information of this kind, in large part because of concern about scaring the public. In this survey experiment, 3,003 U.K. and Danish participants were randomly assigned to one of three conditions: no information, a leaflet intervention, and a film intervention to examine the impact of “Run, Hide, Tell” advice on perceptions about terrorism, the security services, and intended responses to a hypothetical terrorist firearms attack. Results demonstrate important benefits of pre-event communication in relation to enhancing trust, encouraging protective health behaviors, and discouraging potentially dangerous actions. However, these findings also suggest that future communications should address perceived response costs and target specific problem behaviors. Cross-national similarities in response suggest this advice is suitable for adaptation in other countries.